Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
20.09.2019 | 1.55% | 0.65 | 0.66 | 125'000 | 125'000 | 125'000 | 125'000 | 80'221 | 81'471 | 100.00% | 100.00% |
19.09.2019 | 1.60% | 0.63 | 0.64 | 125'000 | 125'000 | 125'000 | 125'000 | 77'712 | 78'962 | 100.00% | 100.00% |
18.09.2019 | 1.59% | 0.62 | 0.63 | 125'000 | 125'000 | 125'000 | 125'000 | 78'044 | 79'294 | 100.00% | 100.00% |
17.09.2019 | 1.72% | 0.58 | 0.59 | 125'000 | 125'000 | 125'000 | 125'000 | 72'060 | 73'310 | 100.00% | 100.00% |
16.09.2019 | 1.62% | 0.62 | 0.63 | 125'000 | 125'000 | 125'000 | 125'000 | 76'649 | 77'899 | 100.00% | 100.00% |
13.09.2019 | 1.52% | 0.65 | 0.66 | 125'000 | 125'000 | 125'000 | 125'000 | 81'714 | 82'964 | 100.00% | 100.00% |
12.09.2019 | 1.52% | 0.66 | 0.67 | 125'000 | 125'000 | 125'000 | 125'000 | 81'413 | 82'663 | 99.91% | 99.91% |
12.09.2019 | 1.52% | 0.66 | 0.67 | 125'000 | 125'000 | 125'000 | 125'000 | 81'413 | 82'663 | 99.91% | 99.91% |
11.09.2019 | 1.53% | 0.65 | 0.66 | 125'000 | 125'000 | 124'957 | 125'000 | 81'077 | 82'356 | 100.00% | 100.00% |